Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792478.3989 | 668159.0603 | 124319.3386 | 1156572.239 | 7841163.2769 | -6684591.0379 |
Total P&L (%) | 792.4784 | 668.1591 | 124.3193 | 1156.5722 | 7841.1633 | -6684.591 |
Avg Daily Profit (%) | 0.3336 | 0.2813 | 0.0523 | 0.1066 | 0.1843 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177281 | -102941 | -120943 | -8470725 | -3961395 | -8259911 |
Profit Factor | 1.7357 | 2.3519 | 1.2133 | 1.031 | 1.5029 | 0.693 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 46.4088 | 43.956 | 48.8889 | 46.4088 | 43.956 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.0044 | 2.9987 | 1.2684 | 1.1905 | 1.9162 | 0.7244 |
Largest Winning Trade | 237930 | 237930 | 74119 | 4818258 | 4818258 | 2676684 |
Largest Losing Trade | -59101 | -29389 | -59101 | -4924833 | -1503119 | -4924833 |
Avg Bars in Trades | 51 | 33 | 69 | 51 | 33 | 69 |
Avg Bars in Winners | 73 | 46 | 99 | 73 | 46 | 99 |
Avg Bars in Losers | 31 | 23 | 40 | 31 | 23 | 40 |
Bars Traded | 9263 | 3037 | 6226 | 9263 | 3037 | 6226 |
Profit Streak | 0 | 0 | 12.5408 | 0 | 0 | 12.5408 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432764 | 379809 | -123604 | -237177 | 276386 | -580908 |
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{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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